finity
0.1.5Test for Finiteness of Moments in a Distribution
Overview
The purpose of this package is to tests whether a given moment of the distribution of a given sample is finite or not. For heavy-tailed distributions with tail exponent b, only moments of order smaller than b are finite. Tail exponent and heavy- tailedness are notoriously difficult to ascertain. But the finiteness of moments (including fractional moments) can be tested directly. This package does that following the test suggested by Trapani (2016) doi:10.1016/j.jeconom.2015.08.006.
Install
Health
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-06-0812 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-04-2214 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1813 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
Documentation signals are not tracked yet for this package.
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
5 releases. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 0.1.5Latest
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 0.1.4.12020-04-23 · diff ↗
- 0.1.42020-04-17 · diff ↗
- 0.1.32020-04-09 · diff ↗
- 0.1.22020-04-07
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2020-04-07
- Total releases
- 5 / 6 yrs
- License
- GPL (>= 2) OSI
- Download size
- 15 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet